+851.8%
GLW vs KEYS
+1,049.9%
-198.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -0.4% |
| 7D | +7.8% | +3.5% | +4.3% | +5.7% |
| 30D | -0.4% | -4.5% | +4.0% | +2.6% |
| 3M | -5.6% | -0.4% | -5.2% | -3.4% |
| 6M | +26.7% | +19.1% | +7.6% | +19.9% |
| YTD | +91.0% | +66.7% | +24.4% | +51.3% |
| 1Y | +122.4% | +96.5% | +25.9% | +61.5% |
| 3Y | +471.0% | +155.2% | +315.8% | +253.0% |
| 5Y | +385.6% | +88.0% | +297.7% | +239.3% |
| All | +851.8% | +1,049.9% | -198.0% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling